Statistics Seminar

Jonathan TaylorStanford University
Exact post-selection inference

Wednesday, March 11, 2015 - 4:15pm
Biotech G01

We describe a framework for exact post-selection inference. At the core of our framework is what we call selective inference which allows us to define selective Type I and II errors for hypothesis tests and selective coverage for intervals. Several examples are discussed including the LASSO, forward stepwise, change point detection. This is joint work with several students and collaborators.